Efficient computation of gradient and hessian of likelihood function in linear dynamic systems
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Publication:4101699
DOI10.1109/TAC.1976.1101359zbMath0334.93039MaRDI QIDQ4101699
Publication date: 1976
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
93B35: Sensitivity (robustness)
93E10: Estimation and detection in stochastic control theory
93C05: Linear systems in control theory
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